95-17

Linear Sufficiency and Admissibility in Restricted Linear Models

by Heiligers, B.; Markiewicz, A.

 

Preprint series: 95-17, Preprints

MSC:
62F10 Point estimation
62J05 Linear regression

 

Abstract: linear models with parameter restrictions are identified as special general ridge estimators. This is basedon a decomposition result for admissible estimators and on the characterization of linearly sufficient andadmissible estimators in unrestricted models given in Markiewicz (1995).

Keywords: and Phrases: Admissibility, linear sufficiency, partial parameter restrictions, general ridgeestimator, mean squared error function.

Letzte Änderung: 01.03.2018 - Ansprechpartner: Webmaster